+285.7%
GDXJ vs LUNR
+228.4%
+57.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | -2.8% | -3.1% | +0.3% | -2.6% |
| 30D | +5.0% | -15.3% | +20.3% | +6.0% |
| 3M | +24.1% | -53.2% | +77.2% | +29.6% |
| 6M | -7.4% | -22.2% | +14.9% | -6.6% |
| YTD | +10.2% | -11.6% | +21.8% | +10.2% |
| 1Y | +42.5% | +68.4% | -25.9% | +39.1% |
| 3Y | +285.7% | +216.8% | +68.9% | +246.8% |
| All | +285.7% | +228.4% | +57.3% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling